+245.6%
CRH vs QID
-99.2%
+344.8%
-53.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.8% | +2.8% | +0.3% |
| 7D | -6.1% | +1.3% | -7.3% | -5.6% |
| 30D | -9.3% | +2.9% | -12.2% | -8.1% |
| 3M | -15.2% | -0.7% | -14.5% | -14.7% |
| 6M | -14.2% | -29.7% | +15.5% | -23.4% |
| YTD | -28.3% | -27.9% | -0.4% | -35.0% |
| 1Y | -21.8% | -34.6% | +12.8% | -31.2% |
| 3Y | +71.6% | -73.5% | +145.2% | +18.6% |
| 5Y | +96.6% | -81.0% | +177.6% | +37.6% |
| All | +245.6% | -99.2% | +344.8% | -1.1% |
Cumulative growth
Daily Returns
Daily percentage return beside QID.
Daily Out/Under-Performance
Portfolio return minus QID return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QID return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded QID wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling